+864.1%
PPL vs BB
+290.1%
+574.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.2% | +1.0% |
| 7D | +1.0% | -8.9% | +10.0% | +1.4% |
| 30D | +6.8% | -12.6% | +19.5% | +7.3% |
| 3M | +3.9% | -4.1% | +8.0% | +3.8% |
| 6M | -2.0% | +49.5% | -51.5% | -4.6% |
| YTD | +5.3% | +120.8% | -115.6% | +0.4% |
| 1Y | +2.2% | +76.2% | -74.0% | -1.6% |
| 3Y | +56.7% | +123.8% | -67.1% | +47.0% |
| 5Y | +49.1% | -24.3% | +73.3% | +45.1% |
| 10Y | +63.6% | +20.1% | +43.6% | +48.2% |
| All | +864.1% | +290.1% | +574.0% | +829.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling